Influence of the density pole on the performances of its gamma-kernel estimator

Abstract

In this paper, we aim at highlighting the in uence of the density pole on the performances of its gamma-kernel estimator. To do this, we performed a comparative study for the performances of the gamma-kernel estimators with those provided by other bias effect correction techniques at the bounds, using the simulation technique. In conclusion, the results obtained conrm those provided in the literature and show that in some cases the normalization of the gamma estimators can considerably improve local and global performances of the gamma-kernel estimators.